MailScanner is disarming or cleaning what it thinks are unsafe emails. Most html newsletters and such are programmed by marketing companies that do not practice secure methods for html in email.
Richweb can disable this feature, though it does somewhat increase your chances of getting a trojan horse on your computer by clicking a web link off of a dangerous email. Even if this feature is turned off, MailScanner still will be able to detect Phishing attacks thanks to its ClamAV + anti-phishing engine as well as its advanced spam and dangerous URL detection.
So the increased risk with disabling this feature is light to moderate. Still if you have users that tend to get themselves into a lot of trouble, or if your desktop Anti-virus is not working well and you are having Windows pcs get damaged and need to be rebuilt, you might want to leave this feature on as your users are probably clicking links in emails and surfing to places where the malware is downloaded direct from the web.
You may also want to look at a squid proxy + open dns setup or a commercial offering like WebSense/SurfControl or Barracuda Web Filter or NetGear.
Here is a link to additional information:
http://www.richweb.com/opendns_proxy_cache